Question: Let U be a uniform variable on [0, 1] and let T be an independent exponential variable with a rate of 1/2. Given U =
Let U be a uniform variable on [0, 1] and let T be an independent exponential variable with a rate of 1/2.
Given U = u and T = t, let Z be a normal variable with mean u and variance t.
Find the variance of Z.
Please express your answer as a single simplified fraction.
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